No, no, a PNP is the precise opposite, voltage-wise, to an NPN. Take a known circuit for NPN and redraw it flipped upside down - easy.
So the correct wiring: emitter to +12V, collector to load, base via resistor to ground to switch on (but note that this resistor will pull up to 12V when the transistor is off, cannot be controlled from 5V circuit).
Whatever you've done its not what you describe - a 10k resistor is never going to smoke at 12V.